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on_axis

Function on_axis 

fn on_axis(
    surface: &RateVolSurface,
    wanted: StrikeAxis,
    what: &'static str,
) -> Result<(), PricingError>
Expand description

A registry whose reader names one kind of strike coordinate takes a smile quoted on that axis and no other. A swaption knows its forward and so reads spreads; a cap knows only its strike.